Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
18.10%
increased by 2.22%
1 Week
18.55%
increased by 2.67%
1 Month
20.24%
increased by 4.36%
Analysis last updated: Saturday, May 16, 2026 at 01:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 23.55 | |
| 0.1800 | 33.24 | |
| 0.7911 | 248.23 | |
| 0.0578 | 7.47 |
Estimation Period:
May 21, 1992 to May 15, 2026
May 21, 1992 to May 15, 2026
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